-11.4%
TLT vs HBM
+274.8%
-286.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.0% | -1.3% | +0.2% | -1.0% |
| 30D | +4.1% | -14.8% | +18.9% | +3.8% |
| 3M | -0.4% | -20.7% | +20.3% | -0.8% |
| 6M | -3.2% | -13.9% | +10.8% | -3.2% |
| YTD | -3.5% | +10.6% | -14.1% | -2.7% |
| 1Y | -5.8% | +32.4% | -38.2% | -4.5% |
| 3Y | +4.6% | +432.0% | -427.4% | +11.8% |
| 5Y | -34.4% | +205.5% | -239.9% | -30.7% |
| 10Y | -11.4% | +291.1% | -302.6% | +1.0% |
| All | -11.4% | +274.8% | -286.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling